//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"heavy-tailed distributions"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Expected shortfall
1
Gram-Charlier expansions
1
Heavy tailed distributions
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Value at risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Biffi, Paola
1
Nicolussi, Federica
1
Zoia, Maria Grazia
1
Published in...
All
Journal of banking & finance
Insurance / Mathematics & economics
5
Discussion paper / Tinbergen Institute
3
Insurance: Mathematics and Economics
3
Tinbergen Institute Discussion Paper
3
CIRRELT
2
Economic Modelling
2
Economic modelling
2
Economics Bulletin
2
Quantitative Finance
2
Risks : open access journal
2
Scandinavian actuarial journal
2
Statistical Papers / Springer
2
Statistics & Probability Letters
2
The journal of operational risk
2
Tinbergen Institute Discussion Papers
2
Working papers
2
Annals of Faculty of Economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Cambridge working papers in economics
1
Computational Statistics
1
Computational economics
1
Computing in Economics and Finance 2003
1
Discussion Paper
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion paper
1
Econometric Reviews
1
Econometric Society 2004 Latin American Meetings
1
Econometric reviews
1
Econometrics Journal
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of Econometrics
1
Journal of Multivariate Analysis
1
Journal of Risk and Financial Management
1
Journal of econometrics
1
Journal of risk
1
Journal of risk : JOR
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value at risk and expected shortfall based on Gram-Charlier-like expansions
Zoia, Maria Grazia
;
Biffi, Paola
;
Nicolussi, Federica
- In:
Journal of banking & finance
93
(
2018
),
pp. 92-104
Persistent link: https://www.econbiz.de/10011964628
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->